Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.614 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49297.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45235.76 Kr¶

PnL: ---------------------------------------> 179.76 Kr¶

DD now: ---------------------------------> -7.197 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 12:39:03.727517'

Anic Portfolio¶

Today¶

Return: -0.847 %¶

This Week¶

Return: -0.012 %¶

Total portfolio value¶

Return including deposits: 61.387 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.040000 1666.980000 197.980000 13.480000 1468.999998
Orrön Energy 180 -1.310000 2173.500000 130.500000 6.390000 2043.000000
Atrium Ljungberg B 5 0.300000 998.000000 63.000000 6.740000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Sagax A 4 -0.450000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Catena 2 -1.140000 829.200000 37.200000 4.700000 792.000000
Hexatronic Group 12 0.070000 1002.480000 35.480000 3.670000 966.999996
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
OX2 13 1.570000 969.800000 19.800000 2.080000 949.999999
Bilia A 8 0.260000 918.400000 18.400000 2.040000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
Byggmax Group 33 -1.490000 958.980000 2.980000 0.310000 956.000001
BioGaia B 8 -2.020000 931.200000 1.200000 0.130000 930.000000
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
Clas Ohlson B 12 -1.220000 972.000000 -1.000000 -0.100000 972.999996
ASSA ABLOY B 3 -0.810000 773.400000 -5.600000 -0.720000 779.000001
EQT 4 -1.480000 824.000000 -8.000000 -0.960000 832.000000
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.980000 893.200000 -27.800000 -3.020000 921.000003
SKF B 5 -0.710000 911.750000 -28.250000 -3.010000 940.000000
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.880000 808.800000 -48.200000 -5.620000 857.000000
Vitec Software Group B 2 -3.120000 1026.000000 -61.000000 -5.610000 1087.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
Hexagon B 26 -1.930000 3367.000000 -94.000000 -2.720000 3461.000010
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
TOTAL 45235.760000 179.760000 -7.19696% 45056.000411

Updated:¶

'2023-07-05 12:39:20.455520'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶